-35.4%
STRA vs SPY
+75.1%
-110.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.3% | -11.0% | -10.9% |
| 7D | -28.5% | -2.7% | -25.8% | -26.7% |
| 30D | -35.3% | -5.4% | -29.9% | -32.8% |
| 3M | -36.2% | -4.1% | -32.1% | -34.2% |
| 6M | -32.6% | +0.7% | -33.3% | -32.5% |
| YTD | -33.4% | +8.7% | -42.1% | -36.4% |
| 1Y | -28.6% | +10.9% | -39.5% | -32.6% |
| 3Y | -35.4% | +75.0% | -110.4% | -55.1% |
| All | -35.4% | +75.1% | -110.5% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling